strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraDefence_20241212_151539
0 multin_zz1000_71001_barra_leverage_topG 66.31 42.68 27.96 30.16 126.54 9.01 -115.70 -208.32 -269.97
1 multin_zz1000_71001_barra_beta_botG 64.86 41.23 26.50 28.70 125.09 7.56 -117.15 -209.78 -271.43
2 multin_zz1000_71001_barra_btop_topG 59.89 36.26 21.54 23.74 120.12 2.59 -122.12 -214.74 -276.40
3 multin_zz1000_71001_barra_liquidity_botG 52.54 28.91 14.18 16.38 112.76 -4.76 -129.47 -222.10 -283.75
4 multin_zz1000_71001_barra_earningsyield_topG 41.86 18.23 3.50 5.70 102.08 -15.44 -140.15 -232.78 -294.43
5 multin_zz1000_71001_barra_residualvolatility_topG 21.26 -2.37 -17.09 -14.90 81.49 -36.04 -160.75 -253.38 -315.03
6 multin_zz1000_71001_barra_size_topG 11.58 -12.05 -26.78 -24.58 71.80 -45.72 -170.43 -263.06 -324.71
7 multin_zz1000_71001_barra_momentum_topG 1.54 -22.09 -36.81 -34.62 61.77 -55.76 -180.47 -273.10 -334.75
8 multin_zz1000_71001_barra_nonlinearsize_topG -3.78 -27.41 -42.13 -39.94 56.45 -61.08 -185.79 -278.42 -340.07
9 multin_zz1000_71001_barra_growth_topG -4.28 -27.91 -42.64 -40.44 55.94 -61.58 -186.29 -278.92 -340.57